Physics of financial markets is a non-orthodox economics discipline that studies financial markets as physical systems. It seeks to understand the nature...
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Econophysics (redirect from Econo-physics)
Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. Econophysics...
28 KB (3,195 words) - 14:58, 21 October 2024
Mathematical finance (redirect from Financial Mathematics)
Index of accounting articles List of economists Master of Quantitative Finance Outline of economics Outline of finance Physics of financial markets Quantitative...
23 KB (2,426 words) - 21:17, 30 May 2024
of methods for studying complex systems, including agent-based modeling, network theory, computational immunology, the physics of financial markets,...
19 KB (1,809 words) - 19:42, 8 October 2024
Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. This is a mathematical model designed...
38 KB (3,374 words) - 07:55, 10 October 2024
Quantum mechanics (redirect from Quantum Physics)
Development of Quantum Mechanics. McGraw Hill. Hagen Kleinert, 2004. Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 3rd...
99 KB (12,082 words) - 17:48, 6 October 2024
Statistical finance (redirect from Analysis of financial time series)
includes exemplars from statistical physics with an emphasis on emergent or collective properties of financial markets. Empirically observed stylized facts...
11 KB (1,410 words) - 07:57, 14 September 2024
Physics, and Financial Markets (4th ed.). Singapore: World Scientific. ISBN 981-238-107-4. Richard, Mark; Vecer, Jan (2021). "Efficiency Testing of Prediction...
20 KB (2,883 words) - 16:28, 28 July 2024
Jean-Philippe Bouchaud (category Research directors of the French National Centre for Scientific Research)
Handbook of financial markets: dynamics and evolution by Thorsten Hens,Klaus Reiner Schenk-Hoppé (North Holland, 2009) Endogenous Dynamics of Markets: Price...
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collapse Financial crisis Financial market Financial risk management Financial stability Flash crash List of stock market crashes and bear markets Market trend...
33 KB (4,061 words) - 21:23, 24 October 2024
Generalized function (redirect from Algebra of generalized functions)
Statistics, Polymer Physics, and Financial Markets (5th ed.). World Scientific. ISBN 9789814273572. (online here). See Chapter 11 for products of generalized...
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techniques to traditional financial jobs. The later generation of financial engineers were more likely to have PhDs in mathematics, physics, electrical and computer...
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Black Monday (1987) (redirect from Stock market crash of 1987)
the Futures of Financial Markets (Report). Mishkin, Frederic S. (August 17–19, 1988). Commentary on 'Causes of Changing Financial Market Volatility'....
67 KB (8,504 words) - 03:25, 24 September 2024
Hagen Kleinert (category Academic staff of the Free University of Berlin)
microemulsions, polymers, and the theory of financial markets. He has written several books on theoretical physics, the most notable of which, Path Integrals in Quantum...
19 KB (1,685 words) - 20:53, 5 July 2024
A market trend is a perceived tendency of the financial markets to move in a particular direction over time. Analysts classify these trends as secular...
22 KB (2,709 words) - 00:49, 14 October 2024
Option (finance) (redirect from Options market)
Hagen, Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 4th edition, World Scientific (Singapore, 2004); Paperback...
52 KB (6,676 words) - 19:48, 4 October 2024
Itô calculus (category Definitions of mathematical integration)
(2004). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 4th edition, World Scientific (Singapore); Paperback ISBN 981-238-107-4...
30 KB (4,486 words) - 14:14, 26 August 2024
See Chapter 19 of Kleinert's standard textbook on Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 5th edition,...
10 KB (1,703 words) - 13:24, 4 October 2024
(2004). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets (4th ed.). Singapore: World Scientific. ISBN 981-238-107-4....
35 KB (5,899 words) - 10:47, 1 October 2024
Hagen, Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 4th edition, World Scientific (Singapore, 2004); paperback...
10 KB (1,664 words) - 20:34, 6 February 2024
Subprime mortgage crisis (redirect from Subprime mortgage financial crisis)
Concepts embedded in mathematics and physics could be directly adapted to markets, in the form of various financial models used to evaluate credit risk;...
297 KB (34,080 words) - 17:28, 23 September 2024
(2009). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets (5 ed.). World Scientific. Abbott, L. F. (1982). "Introduction...
4 KB (763 words) - 23:06, 21 September 2023
Asian option (section Permutations of Asian option)
(2009), Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, archived from the original on 2009-04-24, retrieved 2010-01-10...
15 KB (2,346 words) - 10:17, 2 October 2024
Viswas Raghavan (category Year of birth missing (living people))
Capital Markets and global head of Equity Capital Markets. Raghavan grew up in India and studied physics at the University of Bombay before completing a postgraduate...
3 KB (289 words) - 09:31, 28 February 2024
Hydrogen atom (category Hydrogen physics)
but all of Chapter 4 is relevant. Kleinert, H. (2009). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 4th edition...
39 KB (6,018 words) - 07:58, 26 October 2024
, Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 3. Auflage, World Scientific (Singapore, 2004) (readable online...
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are financial contagion and system risk, the formation of interbank markets, and characterization of current financial systems. Other applications of financial...
9 KB (1,049 words) - 02:30, 27 April 2024
Matthieu Wyart (category Academic staff of the École Polytechnique Fédérale de Lausanne)
2006, he gained a PhD in theoretical physics and finance for a thesis on electronic markets titled On the rigidity of amorphous solids. Price fluctuations...
18 KB (1,655 words) - 10:39, 17 July 2024
Quantitative analysis (finance) (category Financial analysts)
prices are set in financial markets, which is the classical economics question of "equilibrium", and in later papers he used the machinery of stochastic calculus...
32 KB (3,659 words) - 16:49, 13 October 2024